+70.5%
APA vs FSLY
-4.2%
+74.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -2.9% |
| 7D | +0.5% | -10.6% | +11.2% | +1.7% |
| 30D | +23.4% | -20.9% | +44.3% | +25.6% |
| 3M | +12.7% | +3.4% | +9.3% | +11.1% |
| 6M | +39.4% | +2.7% | +36.7% | +33.5% |
| YTD | +79.0% | +102.3% | -23.3% | +54.0% |
| 1Y | +88.8% | +182.1% | -93.2% | +53.4% |
| 3Y | +6.4% | -14.6% | +20.9% | -6.1% |
| 5Y | +153.0% | -55.9% | +208.9% | +123.1% |
| All | +70.5% | -4.2% | +74.8% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FSLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling